work Hip Required information The following information applies to estions parede A pension lund manager is considering three muud. The first is a stock und, the second is ongeven and corporate bondhund, and the this abil money market fund that yields are rate of the probably distributions of the sky fund Storm 1 The correlation between the funds 0.20 Suppou now that your portiotomst veld an expected retum fine and be elicient that is on the best faible CAL Required: 6. What is the standard deviation of your portfolio? (Do not round Intermediate calculations. Round your answer to 2 decimal pinces) Sen [The following information applies to the questions displayed below.) A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term gover and corporate bond fund, and the third is a T-bill money market fund that ylelds a sure rate of 5.5%. The probability distributions of the risky funds are: Stock fund (5) Bond fund (8) Expected Return 16% 10% Standard Deviation 385 29% The correlation between the fund returns is 0.20. Suppose now that your portfolio must yield an expected return of 13% and be efficient, that is, on the best feasible CAL Required: o. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimu places.) Standard deviation